+459.4%
TSM vs QS
-60.6%
+520.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.8% | +5.9% | -1.2% |
| 7D | +14.8% | -5.6% | +20.4% | +15.4% |
| 30D | -8.9% | -5.8% | -3.1% | -8.5% |
| 3M | -5.3% | -39.2% | +33.9% | -1.1% |
| 6M | +2.6% | -53.9% | +56.5% | +9.3% |
| YTD | +34.5% | -62.8% | +97.2% | +45.0% |
| 1Y | +41.0% | -73.5% | +114.5% | +55.9% |
| 3Y | +333.1% | -29.1% | +362.2% | +322.2% |
| 5Y | +270.1% | -90.0% | +360.1% | +281.0% |
| All | +459.4% | -60.6% | +520.0% | +473.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling